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Coordinate Descent Converges Faster with the Gauss-Southwell Rule Than Random Selection

Oct 28, 2018
Julie Nutini, Mark Schmidt, Issam H. Laradji, Michael Friedlander, Hoyt Koepke

* ICML 2015. v2: Updated the Gauss-Southwell-q result in Section 8 and Appendix H, to remove the part depending on mu_1 (the proof had an error). Added Section 8.1, which discusses conditions under which a rate depending on mu_1 does hold 

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Satisfying Real-world Goals with Dataset Constraints

May 03, 2017
Gabriel Goh, Andrew Cotter, Maya Gupta, Michael Friedlander

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